A scaled conjugate gradient method for nonlinear unconstrained optimization. (3rd September 2017)

• Record Type: Journal Article
• Authors: Fatemi, Masoud
• Is Part Of: Optimization methods and software. Volume 32:Number 5(2017)
• Page Start: 1095
• Page End: 1112
• Publication Date: 2017-09-03
• Subjects: scaled conjugate gradient method -- unconstrained optimization -- line search method; 90C06 -- 90C26 -- 65Y20; Mathematical optimization -- Periodicals; Algorithms -- Periodicals; 519.7
• DOI: 10.1080/10556788.2016.1233971
• Languages: English
• ISSNs: 1055-6788

Abstract

Abstract : We propose a new optimization problem which combines the good features of the classical conjugate gradient method using some penalty parameter, and then, solve it to introduce a new scaled conjugate gradient method for solving unconstrained problems. The method reduces to the classical conjugate gradient algorithm under common assumptions, and inherits its good properties. We prove the global convergence of the method using suitable conditions. Numerical results show that the new method is efficient and robust.